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subject:"Börsenkurs"
subject:"Financial analysis"
~accessRights:"restricted"
~person:"Caporale, Guglielmo Maria"
~person:"Hong, Harrison G."
~person:"Timmermann, Allan"
~person:"Todorov, Viktor"
~person:"Zhu, Huiming"
~subject:"Aktienmarkt"
~subject:"Business cycle"
~subject:"Risk"
~subject:"Stock market"
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Börsenkurs
Financial analysis
Aktienmarkt
Business cycle
Risk
Stock market
Estimation
88
Schätzung
88
Volatility
39
Volatilität
39
Capital income
33
Kapitaleinkommen
33
Share price
26
Time series analysis
21
Zeitreihenanalyse
21
Forecasting model
16
Prognoseverfahren
16
Theorie
16
Theory
16
China
14
Cointegration
13
Kointegration
13
Risiko
13
Oil price
12
Regression analysis
12
Regressionsanalyse
12
USA
12
United States
12
Ölpreis
12
Fractional integration
11
Stochastic process
11
Stochastischer Prozess
11
Welt
11
World
11
Risikoprämie
9
Risk premium
9
Crude oil
8
Economic policy uncertainty
8
Estimation theory
8
High-frequency data
8
Interest rate
8
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118
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41
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7
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Article in journal
40
Aufsatz in Zeitschrift
40
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7
Working Paper
7
Graue Literatur
6
Non-commercial literature
6
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1
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1
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1
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English
48
Author
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Caporale, Guglielmo Maria
Hong, Harrison G.
Timmermann, Allan
Todorov, Viktor
Zhu, Huiming
Gupta, Rangan
76
Zaremba, Adam
33
Balcilar, Mehmet
26
Wohar, Mark E.
24
Ma, Feng
21
Gil-Alaña, Luis A.
19
Salisu, Afees A.
19
Tiwari, Aviral Kumar
19
Jawadi, Fredj
16
Narayan, Paresh Kumar
16
McMillan, David G.
15
Pierdzioch, Christian
15
Sehgal, Sanjay
15
Demirer, Rıza
14
Yin, Libo
14
Bouri, Elie
13
Gambetti, Luca
13
Lee, Chien-chiang
13
Chiang, Thomas C.
12
Forni, Mario
12
Ghysels, Eric
12
Kang, Sang Hoon
12
Taylor, Alan M.
12
Wang, Yudong
12
Xuan Vinh Vo
12
Zhang, Yaojie
12
Marcellino, Massimiliano
11
Yoon, Seong-min
11
Cakici, Nusret
10
Hammoudeh, Shawkat
10
Jalles, João Tovar
10
Jordà, Òscar
10
Kelly, Bryan T.
10
Lau, Chi Keung
10
Long, Huaigang
10
Narayan, Seema
10
Shahzad, Syed Jawad Hussain
10
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Journal of econometrics
9
Journal of financial economics
5
Applied economics
4
Discussion paper / Centre for Economic Policy Research
4
Discussion papers / CEPR
2
Energy economics
2
Finance research letters
2
International review of financial analysis
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Bulletin of economic research
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirica : journal of european economics
1
Financial markets and portfolio management
1
International journal of finance & economics : IJFE
1
Journal of economics and finance
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Open economies review
1
Recent econometric techniques for macroeconomic and financial data
1
The North American journal of economics and finance : a journal of theory and practice
1
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ECONIS (ZBW)
48
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1
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets : evidence from BRICS and G7 countries
Zhu, Huiming
;
Huang, Xi
;
Ye, Fangyu
;
Li, Shuang
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014491952
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
5
Time-frequency connectedness of policy uncertainty, geopolitical risk and Chinese commodity markets : evidence from rolling window analysis
Wu, Hao
;
Zhu, Huiming
;
Chen, Yiwen
;
Huang, Fei
- In:
Applied economics
55
(
2023
)
1
,
pp. 90-112
Persistent link: https://www.econbiz.de/10013494402
Saved in:
6
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
7
Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis
Zhu, Huiming
;
Wu, Hao
;
Ren, Ying-hua
;
Yu, Dongwei
- In:
Applied economics
54
(
2022
)
53
,
pp. 6116-6146
Persistent link: https://www.econbiz.de/10013411351
Saved in:
8
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
9
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
10
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
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